Background
Lütkepohl, Helmut was born on July 26, 1951 in Bad Oeynhausen, Germany.
( This is the new and totally revised edition of Lütkepoh...)
This is the new and totally revised edition of Lütkepohl’s classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting. The book now includes new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models. The book bridges the gap to the difficult technical literature on the topic. It is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it.
http://www.amazon.com/gp/product/3540262393/?tag=2022091-20
(Matrices are used in many fields such as statistics, econ...)
Matrices are used in many fields such as statistics, econometrics, mathematics, natural sciences and engineering. They provide a concise, simple method for describing long and complicated computations. This is a comprehensive handbook and dictionary of terms for matrix theory.
http://www.amazon.com/gp/product/0471970158/?tag=2022091-20
(This graduate level textbook deals with analyzing and for...)
This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts is considered and impulse response analysis, dynamic multipliers as well as innovation accounting are presented as tools for structural analysis within the multiple time series context. This book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on this book. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their task. It enables the reader to perform his or her analyses in a gap to the difficult technical literature on the topic.
http://www.amazon.com/gp/product/3540569405/?tag=2022091-20
researcher econometrics educator
Lütkepohl, Helmut was born on July 26, 1951 in Bad Oeynhausen, Germany.
Diploma (masters) in mathematics, University Bielefeld, Germany, 1977. Doctor of Philosophy in Economics, University Bielefeld, Germany, 1981. Habilitation, University Osnabrück, Germany, 1984.
Since January 2012, he is Bundesbank Professor in the field of "Methods of Empirical Economics" at the Free University of Berlin and Dean of the Graduate Center at the German Institute for Economic Research. After a diplom (1977) and doctorate (1981) from Bielefeld University, Lütkepohl was a Visiting Assistant Professor at the University of California, San Diego (1984-1985). He became Professor of Statistics at the University of Kiel in 1987, and later moved on to become Professor of Econometrics at Humboldt University of Berlin.
Lütkepohl has been on the editorial boards of several scientific journals like Econometric Theory, Journal of Econometrics, Journal of Applied Econometrics, Macroeconomic Dynamics, Empirical Economics, and Econometric Reviews, and has published numerous papers in academic journals.
He is the author, co-author and editor of many books, like Handbook of Matrices (Wiley, 1996), Applied Time Series Econometrics (Cambridge University Press, 2004) und New Introduction to Multiple Time Series Analysis (Springer, 2005).
(Matrices are used in many fields such as statistics, econ...)
(This graduate level textbook deals with analyzing and for...)
( This is the new and totally revised edition of Lütkepoh...)
(Will be shipped from US. Brand new copy.)
Member International Statistical Institute.
Married Sabine Dornbusch.